Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.82% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'435 CHF | 489'435 CHF | 97.95% | 97.95% |
19.11.2024 | 1.03% | 96.70 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'054 CHF | 488'054 CHF | 100.00% | 100.00% |
18.11.2024 | 1.03% | 97.10 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'811 CHF | 489'811 CHF | 99.08% | 99.08% |
15.11.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'495 CHF | 490'495 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'812 CHF | 491'812 CHF | 99.92% | 99.92% |
13.11.2024 | 1.02% | 97.10 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'501 CHF | 490'501 CHF | 100.00% | 100.00% |
12.11.2024 | 1.02% | 97.20 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'822 CHF | 492'822 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'507 CHF | 493'507 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.40 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'961 CHF | 490'961 CHF | 100.00% | 100.00% |
07.11.2024 | 1.02% | 97.40 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'012 CHF | 492'012 CHF | 99.76% | 99.76% |